TATASTEEL
TATA STEEL LIMITED
Historical option data for TATASTEEL
05 Jul 2024 04:12 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
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| 5 Jul | 174.71 | 7.05 | -1.20 | - | 2,31,000 | -55,000 | 3,46,500 | |||
| 4 Jul | 176.29 | 8.25 | - | 55,000 | -5,500 | 4,01,500 | ||||
| 3 Jul | 176.37 | 8.5 | - | 4,73,000 | -1,87,000 | 4,07,000 | ||||
| 2 Jul | 174.54 | 7.45 | - | 77,000 | 0 | 5,99,500 | ||||
| 1 Jul | 174.07 | 7.65 | - | 2,20,000 | -5,500 | 5,99,500 | ||||
| 28 Jun | 174.01 | 7.9 | - | 82,500 | -33,000 | 6,05,000 | ||||
| 27 Jun | 174.16 | 7.9 | - | 1,87,000 | 27,500 | 6,38,000 | ||||
| 26 Jun | 172.56 | 7.25 | - | 2,75,000 | 5,500 | 6,10,500 | ||||
| 25 Jun | 175.68 | 8.95 | - | 1,04,500 | 55,000 | 6,05,000 | ||||
| 24 Jun | 177.96 | 10.55 | - | 3,90,500 | 2,91,500 | 5,50,000 | ||||
| 21 Jun | 179.94 | 11.75 | - | 1,04,500 | 66,000 | 2,53,000 | ||||
For TATA STEEL LIMITED - strike price 171.4 expiring on 25JUL2024
Delta for 171.4 CE is -
Historical price for 171.4 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 7.05, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by -55000 which decreased total open position to 346500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 8.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 401500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -187000 which decreased total open position to 407000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 7.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 599500
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 7.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 599500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 7.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -33000 which decreased total open position to 605000
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 7.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 638000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 7.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 610500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 8.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 55000 which increased total open position to 605000
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 10.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 291500 which increased total open position to 550000
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 11.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 66000 which increased total open position to 253000
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 174.71 | 2.8 | 0.50 | - | 4,95,000 | -55,000 | 6,87,500 |
| 4 Jul | 176.29 | 2.3 | - | 2,80,500 | -33,000 | 7,42,500 | |
| 3 Jul | 176.37 | 2.35 | - | 4,56,500 | -27,500 | 7,75,500 | |
| 2 Jul | 174.54 | 3 | - | 2,75,000 | 16,500 | 8,03,000 | |
| 1 Jul | 174.07 | 3.4 | - | 3,63,000 | 33,000 | 7,86,500 | |
| 28 Jun | 174.01 | 3.6 | - | 5,61,000 | 11,000 | 7,53,500 | |
| 27 Jun | 174.16 | 3.95 | - | 5,99,500 | -55,000 | 7,42,500 | |
| 26 Jun | 172.56 | 4.55 | - | 4,78,500 | -55,000 | 7,97,500 | |
| 25 Jun | 175.68 | 3.5 | - | 1,81,500 | 22,000 | 8,52,500 | |
| 24 Jun | 177.96 | 2.95 | - | 7,92,000 | 1,43,000 | 8,30,500 | |
| 21 Jun | 179.94 | 2.60 | - | 8,25,000 | -1,54,000 | 6,87,500 | |
For TATA STEEL LIMITED - strike price 171.4 expiring on 25JUL2024
Delta for 171.4 PE is -
Historical price for 171.4 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 2.8, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by -55000 which decreased total open position to 687500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -33000 which decreased total open position to 742500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -27500 which decreased total open position to 775500
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 803000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 786500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 3.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 753500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -55000 which decreased total open position to 742500
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -55000 which decreased total open position to 797500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 3.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 852500
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 143000 which increased total open position to 830500
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 2.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -154000 which decreased total open position to 687500